Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ ETF | Nasdaq-100 | 20% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 20% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | Dividend, Large Cap Growth Equities | 20% |
IVV iShares Core S&P 500 ETF | S&P 500 | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 ETF Tech Div, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 6, 2026, the 5 ETF Tech Div returned 21.85% Year-To-Date and 20.14% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | 0.25% | 7.86% | 7.47% | — | — | — | — |
Portfolio 5 ETF Tech Div | -4.43% | 1.77% | 21.85% | 21.09% | 45.07% | 27.83% | 17.85% | 20.14% |
| Portfolio components: | ||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | -1.94% | 0.85% | 7.74% | 7.39% | 19.75% | 16.35% | 11.89% | 13.95% |
IVV iShares Core S&P 500 ETF | -2.62% | 0.47% | 8.46% | 8.18% | 25.86% | 21.53% | 13.39% | 15.21% |
QQQ Invesco QQQ ETF | -4.80% | 1.34% | 14.92% | 13.01% | 35.00% | 26.46% | 16.70% | 21.27% |
SCHD Schwab U.S. Dividend Equity ETF | -0.89% | 2.02% | 18.75% | 18.75% | 27.90% | 15.14% | 8.31% | 12.64% |
SMH VanEck Semiconductor ETF | -9.22% | 3.63% | 58.19% | 56.81% | 127.40% | 58.39% | 36.10% | 36.02% |
Monthly Returns
Based on dividend-adjusted daily data since May 23, 2013, 5 ETF Tech Div's average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, an investment would double in approximately 3.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +14.1%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 5 ETF Tech Div closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.17% | 1.22% | -4.62% | 14.13% | 8.38% | -2.99% | 21.85% | ||||||
| 2025 | 2.06% | -1.13% | -5.42% | -1.95% | 6.94% | 7.04% | 1.99% | 2.33% | 4.37% | 3.32% | -0.10% | 0.43% | 20.96% |
| 2024 | 2.22% | 6.16% | 3.79% | -4.38% | 5.92% | 4.38% | 0.53% | 1.52% | 1.62% | -0.91% | 4.06% | -2.62% | 24.00% |
| 2023 | 7.85% | -1.42% | 5.20% | -0.56% | 3.76% | 6.08% | 3.88% | -1.82% | -5.25% | -2.74% | 9.93% | 6.20% | 34.32% |
| 2022 | -6.14% | -2.87% | 2.96% | -9.01% | 1.90% | -9.62% | 9.64% | -5.02% | -9.79% | 7.33% | 8.72% | -6.46% | -19.34% |
| 2021 | 0.08% | 3.27% | 4.64% | 3.12% | 1.36% | 2.69% | 1.82% | 2.82% | -4.97% | 6.41% | 2.05% | 4.22% | 30.72% |
Benchmark Metrics
5 ETF Tech Div has an annualized alpha of 14.08%, beta of 1.13, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 23, 2013.
- This portfolio captured 157.51% of S&P 500 Index gains but only 72.38% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 14.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.13 and R2 of 0.89, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 14.08%
- Beta
- 1.13
- R²
- 0.89
- Upside Capture
- 157.51%
- Downside Capture
- 72.38%
Expense Ratio
5 ETF Tech Div has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
5 ETF Tech Div ranks 86 for risk / return — in the top 86% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 5 ETF Tech Div and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.11 | — | — |
| Sortino ratioReturn per unit of downside risk | 3.94 | — | — |
| Omega ratioGain probability vs. loss probability | 1.57 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | — | — |
| Martin ratioReturn relative to average drawdown | 22.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 58 | 1.97 | 2.82 | 1.36 | 2.39 | 10.45 |
IVV iShares Core S&P 500 ETF | 66 | 2.15 | 2.89 | 1.39 | 2.92 | 13.52 |
QQQ Invesco QQQ ETF | 62 | 2.11 | 2.72 | 1.37 | 2.94 | 11.22 |
SCHD Schwab U.S. Dividend Equity ETF | 83 | 2.55 | 3.94 | 1.46 | 6.07 | 14.90 |
SMH VanEck Semiconductor ETF | 94 | 4.00 | 4.12 | 1.59 | 8.58 | 32.42 |
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Dividends
Dividend yield
5 ETF Tech Div provided a 1.25% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 1.44% | 1.50% | 1.58% | 1.84% | 1.34% | 1.58% | 1.85% | 2.10% | 1.67% | 1.78% | 2.11% |
| Portfolio components: | ||||||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
QQQ Invesco QQQ ETF | 0.40% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SCHD Schwab U.S. Dividend Equity ETF | 3.27% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SMH VanEck Semiconductor ETF | 0.19% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 5 ETF Tech Div. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 5 ETF Tech Div was 31.47%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current 5 ETF Tech Div drawdown is 4.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.47%Mar 2020 | 1mo 2d | 3mo 26d | 4mo 28dFeb 2020 - Jul 2020 |
Bear market2022 | -27.36%Oct 2022 | 9mo 18d | 9mo 8d | 1y 6moDec 2021 - Jul 2023 |
2025 selloff2025 | -20.22%Apr 2025 | 2mo 14d | 2mo 17d | 5mo 1dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -20.02%Dec 2018 | 3mo 4d | 3mo 8d | 6mo 12dSep 2018 - Apr 2019 |
2015 correction2015 | -14.50%Aug 2015 | 2mo 29d | 7mo 22d | 10mo 21dMay 2015 - Apr 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.16 | 1.11 | 1.09 | 1.08 | 1.08 |
The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
5 ETF Tech Div correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 23, 2013 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while SCHD has the lowest at 0.36.
Asset Correlations Table
Find what 5 ETF Tech Div is missing
See which holdings overlap, where 5 ETF Tech Div is concentrated, and which low-correlation assets could fill the gaps.
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